Great explanation! If you want a very detailed deep dive into Kalman Filters, I found this sequence of videos really helpful: https://www.youtube.com/watch?v=Ca

Great explanation! If you want a very detailed deep dive into Kalman Filters, I found this sequence of videos really helpful: https://www.youtube.com/watch?v=CaCcOwJPytQ https://www.youtube.com/watch?v=CaCcOwJPytQ It's 55 short videos, each one going over a specific topic or example.